Two high recommendations of must see.
#1 See the Einstein exhibit at the Field Museum. It is a pretty incredible exhibit and really makes a good attempt at explaining some incredibly complex subjects such as the Grand Unified Theory, and the Theory of Relativity. It also gives some very interesting insight into Einstein the person. But definately try to schedule a day or time where there are not a lot of people there, as the subject matter is mind blowing.
#2 See the Wild Reef at the Shedd Aquarium. The shark tank that they have has really cool curved glass, that actually runs up over your head to give a very neat illusion of being in the tank.